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Topics in stochastic processes, Zabczyk Jerzy



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Цена: 2404р.
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Автор: Zabczyk Jerzy
Название:  Topics in stochastic processes
Издательство: Springer
Классификация:
Вероятность и статистика

ISBN: 8876421319
ISBN-13(EAN): 9788876421310
ISBN: 88-7642131-9
ISBN-13(EAN): 978-88-7642131-0
Обложка/Формат: Paperback
Страницы: 126
Вес: 0.299 кг.
Дата издания: 2004
Язык: English
Размер: 24.05 x 16.48 x 0.91
Ссылка на Издательство: Link
Поставляется из: Германии
Описание: The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes.
Дополнительное описание: Формат: 240x170
Круг читателей: Graduates and researchers
Ключевые слова: stochastic processes
Язык: eng





Markov Decision Processes: Discrete Stochastic Dynamic Programming

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
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Цена: 14207 р.
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Описание: The Wiley--Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self--contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik "...it is of great value to advanced--level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up--to--date, unified, and rigorous tre " - Journal of the American Statistical Association

Stochastic Processes

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 6901 р.
Наличие на складе: Есть (1 шт.)
Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
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Цена: 7836 р.
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Описание: Provides an introduction to probability theory and its applications.

Limit Theorems for Stochastic Processes

Автор: Jacod Jean, Shiryaev Albert N.
Название: Limit Theorems for Stochastic Processes
ISBN: 3540439323 ISBN-13(EAN): 9783540439325
Издательство: Springer
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Цена: 13584 р.
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Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.

Basic Stochastic Processes

Автор: Brzezniak
Название: Basic Stochastic Processes
ISBN: 3540761756 ISBN-13(EAN): 9783540761754
Издательство: Springer
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Цена: 3652 р.
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Описание: This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and ItГґ Stochastic Processes.

Theory of Probability and Random Processes

Автор: Koralov
Название: Theory of Probability and Random Processes
ISBN: 3540254846 ISBN-13(EAN): 9783540254843
Издательство: Springer
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Цена: 6269 р.
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Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition

Автор: Roy D. Yates
Название: WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition
ISBN: 0471452599 ISBN-13(EAN): 9780471452591
Издательство: Wiley
Цена: 4037 р.
Наличие на складе: Поставка под заказ.

Описание: This user--friendly resource helps readers grasp the concepts of probability and stochastic processes, so they can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.

Essentials of Stochastic Processes

Автор: Durrett Rick
Название: Essentials of Stochastic Processes
ISBN: 038798836X ISBN-13(EAN): 9780387988368
Издательство: Springer
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Цена: 7832 р.
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Описание: This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.

The Theory of Stochastic Processes I

Автор: Gikhman Iosif I., Skorokhod Anatoli V., Kotz S.
Название: The Theory of Stochastic Processes I
ISBN: 3540202846 ISBN-13(EAN): 9783540202844
Издательство: Springer
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Цена: 5224 р.
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Описание: From the Reviews:"Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980"To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field."K.L. Chung in American Scientist, 1977"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

The Theory of Stochastic Processes II

Автор: Gikhman I.I., Skorokhod A.V., Kotz S.
Название: The Theory of Stochastic Processes II
ISBN: 3540202854 ISBN-13(EAN): 9783540202851
Издательство: Springer
Рейтинг:
Цена: 5224 р.
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Описание: From the Reviews:"Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

Probability, Stochastic Processes, and Queueing Theory

Автор: Nelson
Название: Probability, Stochastic Processes, and Queueing Theory
ISBN: 0387944524 ISBN-13(EAN): 9780387944524
Издательство: Springer
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Цена: 10445 р.
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Описание: This detailed introduction to probability and stochastic processes shows how these subjects may be applied to computer performance modelling. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit.

Adventures in Stochastic Processes

Автор: Resnick Sidney I.
Название: Adventures in Stochastic Processes
ISBN: 0817635912 ISBN-13(EAN): 9780817635916
Издательство: Springer
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Цена: 7836 р.
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Описание: Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.The book can be used for either a one or two semester course as given in departments of mathematics, statistics, operation research, business and management, or a number of engineering departments. Its approach to exercises and applications is practical and serious. Some underlying principles of complex problems and computations are cleanly and quickly delineated through rich vignettes of whimsically imagined Happy Harry and his Optima Street gang’s adventures in a world whose randomness is a never-ending source of both wonder and scientific insight.The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.


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